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    周奇才, 黄克, 赵炯, 熊晓磊. 一种基于改进型自适应滑动窗算法的主元分析[J]. 华东理工大学学报(自然科学版), 2012, (3): 384-390.
    引用本文: 周奇才, 黄克, 赵炯, 熊晓磊. 一种基于改进型自适应滑动窗算法的主元分析[J]. 华东理工大学学报(自然科学版), 2012, (3): 384-390.
    ZHOU Qi-cai, HUANG Ke, ZHAO Jiong, XIONG Xiao-lei. Principal Component Analysis Based on Improved Adaptive Moving Windows Algorithm[J]. Journal of East China University of Science and Technology, 2012, (3): 384-390.
    Citation: ZHOU Qi-cai, HUANG Ke, ZHAO Jiong, XIONG Xiao-lei. Principal Component Analysis Based on Improved Adaptive Moving Windows Algorithm[J]. Journal of East China University of Science and Technology, 2012, (3): 384-390.

    一种基于改进型自适应滑动窗算法的主元分析

    Principal Component Analysis Based on Improved Adaptive Moving Windows Algorithm

    • 摘要: 针对工业过程时变的特点,基于自适应滑动窗的主元分析算法由于能依据采集数据时时更新模型,因此能有效提高建模精度和诊断准确度。但是该算法的实现基于两个假设:(1)假定用于更新模型的数据是正常稳定过程中采集而得。(2)假定采集数据时序无关。由于算法没有辨识功能,极容易用携带故障信息的数据来更新系统模型,后果可想而知。据此本文提出计算相对变化量用于区分数据正常与否。实践证明大部分工业过程存在时序相关性,而滑动窗算法属于常规静态建模,因此应该考虑动态主元分析。综上,本文提出动态主元分析的关键参数——时滞参数l来计算

       

      Abstract: For timevarying feature of industrial process, the algorithm called adaptive moving windows of PCA(principal component analysis) could update system model by collecting data, which can improve modeling precision and diagnostic accuracy. This algorithm is based on two assumptions: (1) The data used for updating model are collected during process; (2) Time series were independent for the collected data. As this algorithm could not recognize whether the data are collected from stable process or fault process. For overcoming this problem, this paper proposed relative variable quantity to identify the two states. Industry practice showed that most industrial processes exist time series dependent, so, dynamic PCA(DPCA) should be considered. This paper proposed the key parameter of timelag parameter for DPCA and used the parameter to compute and improve the moving windows algorithm. Finally, by simulation test, the effectiveness of the new algorithm was verified.

       

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